+33.0%
BLK vs MXL
+40.1%
-7.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.5% | -5.9% | +0.9% |
| 7D | -3.3% | +18.9% | -22.2% | -5.1% |
| 30D | -6.5% | +0.3% | -6.8% | -7.0% |
| 3M | +6.7% | -8.0% | +14.8% | +4.7% |
| 6M | +14.7% | +341.2% | -326.5% | -15.8% |
| YTD | +2.5% | +327.8% | -325.3% | -24.6% |
| 1Y | -2.8% | +364.9% | -367.7% | -30.3% |
| 3Y | +65.9% | +229.2% | -163.4% | +14.1% |
| All | +33.0% | +40.1% | -7.1% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MXL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling